Examining random walk hypothesis on major world financial indices
Year of publication: |
2012
|
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Authors: | Musunuru, Naveen ; Patton, Jamie |
Published in: |
Indian journal of economics & business : IJEB. - New Delhi : Serials Publ., ISSN 0972-5784, ZDB-ID 2136804-1. - Vol. 11.2012, 3/4, p. 571-586
|
Subject: | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Random Walk | Random walk | Varianzanalyse | Analysis of variance | ARCH-Modell | ARCH model | Welt | World | 1997-2011 |
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